library(tidyverse)
library(plotly)

Exploring Historical Closes

Download the dataset

btc <- read_csv('https://raw.githubusercontent.com/kimgdonaldson/algotrade/main/btc-06-12-22.csv')

Normalize closing price and TA indicators to range (0,1) and remove NA’s

btc <- btc %>% drop_na()
btc_normal <- btc %>% mutate(normal_close = (close - min(close)) / (max(close) - min(close)),
                             normal_rsi = (rsi - min(rsi)) / (max(rsi) - min(rsi)),
                             normal_macd = (macd - min(macd)) / (max(macd) - min(macd)),
                             normal_signal = (stoch_signal - min(stoch_signal)) /  (max(stoch_signal) - min(stoch_signal)),
                             normal_stoch_rsi = (stoch_rsi - min(stoch_rsi)) / max(stoch_rsi) - min(stoch_rsi))

Plotting the relationship between Closing Price and MACD

fig <- btc_normal %>% plot_ly(x = ~timestamp, y = ~normal_close, type='scatter', name='Normal Close') %>%
  add_trace(y = ~normal_macd, type='scatter', name='Normal MACD') %>%
  layout(title="Bitcoin Normal Close Price vs. Normal MACD", 
         xaxis=list(title="Time"), yaxis=list(title="Normalized MACD"))
fig

Plotting the relationship between Closing Price and RSI

fig <- btc_normal %>% plot_ly(x = ~timestamp, y = ~normal_close, type='scatter', name='Normal Close') %>%
  add_trace(y = ~normal_rsi, type='scatter', name='Normal RSI') %>% 
    layout(title="Bitcoin Normal Close Price vs. Normal RSI", 
         xaxis=list(title="Time"), yaxis=list(title="Normalized RSI"))
fig